Documentation: | House Price Index 2021 |
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Publisher: Federal Housing Finance Agency House Price Index (HPI)
Survey: House Price Index 2021
Document: | House Price Index Technical Documentation |
citation: | Social Explorer; Federal Housing Finance Agency House Price Index (HPI). |
House Price Index Technical Documentation
The Census Bureau's X-12 ARIMA procedure is used, as implemented in the SAS software package. The automated ARIMA model-selection algorithm in X-12 is employed, which searches through a series of seasonality structures and selects the first that satisfies the Ljung-Box test for serial correlation.
To obtain more information on the HPI contact us via the Data and Research Contact page at http://go.usa.gov/8kN3.
To obtain more information on the HPI contact us via the Data and Research Contact page at http://go.usa.gov/8kN3.